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We are committed to creating the most respected expert technology solutions and recruitment company bar none, by treating our people better than any other business. We will be your dedicated career coach; giving you honest advice, helping you find the best opportunities and much more.
This Contract Role as a Quantitative Risk Management Consultant in Chicago, IL will be responsible for developing, analyzing, and back-testing models for clearing initiatives. Candidates should also be willing to relocate to Chicago, at their own cost. Responsibilities:- Code release testing
- Historical data validation
- Margin and stress testing model validation
- Portfolio back-testing
- Master s in computer science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
- Superb quantitative and analytical background.
- Excellent programming, communication, and documentation skills.
- Knowledge of financial markets.
- Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
- Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.
- Work experience or education in curve construction and data validation preferred.
- Ability to efficiently, effectively conduct research
- Analyze problems
- Formulate and implement solutions
- Produce high quality results on time